-19.5%
PCG vs ALLE
+13.1%
-32.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.4% | +25.3% | -23.9% | -1.4% |
| 3M | -23.4% | +10.3% | -33.7% | -24.0% |
| 6M | -19.4% | +38.0% | -57.4% | -23.2% |
| YTD | -18.5% | +17.8% | -36.3% | -19.5% |
| 1Y | -19.5% | +13.6% | -33.1% | -20.7% |
| All | -19.5% | +13.1% | -32.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling